Department of Mathematical Sciences

 

 
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  1. 2001
  2. Published

    Hedging equity-linked life insurance contracts

    Møller, T., 2001, In: North American Actuarial Journal. 5, 2, p. 79-95

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Inequalities between Entropy and Index of Coincidence derived from Information Diagrams

    Harremöes, P. & Topsøe, Flemming, 2001, In: IEEE Transactions on Information Theory. 47, p. 2944-2960

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Information Diagrams: Entropy, Index of Coincidence and Probability of Error

    Harremöes, P. & Topsøe, Flemming, 2001, Proceedings, 2001 IEEE International Symposium on Information Theory. Piscataway, USA: IEEE Signal Processing Society, p. 43

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  5. Published

    Julius Petersen, Karl Weierstrass, Hermann Amandus Schwarz and Richard Dedekind on Hypercomplex Numbers

    Lützen, Jesper, 2001, In: Matematisk Fysiske Meddelelser - Kongelige Danske Videnskabernes Selskab. 46, 2, p. 223-254

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    K-theory for the Banach algebra of operators on James's quasi-reflexive Banach spaces

    Laustsen, N. J., 2001, In: K - Theory. 23, p. 115-127

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Kompleks Funktionsteori

    Berg, Christian, 2001, København Ø: Universitetsbogladen. 144 p.

    Research output: Book/Report › Book › Education

  8. Published

    Konvekse mængder

    Christensen, Erik, 2001, 106 p.

    Research output: Book/Report › Book › Communication

  9. Published

    Levy Processes - Theory and Applications

    Mikosch, Thomas Valentin, Barndorff-Nielsen, O. & Resnick, S. E., 2001, Boston: Birkhauser Boston. 415 p.

    Research output: Book/Report › Anthology › Research › peer-review

  10. Published

    Local, A Posteriori, Pointwise, Residual Based Estimation of the Finite Element Error for the Poisson problem with smooth data

    Hugger, J., 2001, Proceedings of the 2nd European Conference on Computational Mechanics, June 26-29, 2001 Cracow, Poland. Cracow, Poland: Vasalius Publisher, p. 1-26

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  11. Published

    Lévy Processes - Theory and Applications

    Mikosch, T., 2001, Lévy Processes - Theory and Applications. Boston: Birkhäuser Verlag, p. ?

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  12. Published

    Maximum Entropy Fundamentals

    Harremöes, P. & Topsøe, Flemming, 2001, In: Entropy. 3, p. 191-226

    Research output: Contribution to journal › Journal article › Research › peer-review

  13. Published

    Minimum norm estimation of variance components for life insurance data

    Norberg, R. & Kleffe, J., 2001, In: Communications in Statistics: Theory and Methods. 30, 8/9, p. 1591-1604

    Research output: Contribution to journal › Journal article › Research › peer-review

  14. Published

    Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion

    Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123

    Research output: Contribution to journal › Journal article › Research › peer-review

  15. Published

    Noncommutative scalar solitons: Existence and nonexistence

    Durhuus, Bergfinnur, Jonsson, T. & Nest, Ryszard, 2001, In: Physics Letters B. 500, p. 320-325

    Research output: Contribution to journal › Journal article › Research › peer-review

  16. Published

    Nonhomogeneous Dirichlet Navier-Stokes problems in low regularity Lp Sobolev spaces

    Grubb, Gerd, 2001, In: Journal of Mathematical Fluid Mechanics. 3, p. 57-81

    Research output: Contribution to journal › Journal article › Research › peer-review

  17. Published

    Nonparametric conditional mean imputation

    Nielsen, S. F., 2001, In: Journal of Statistical Planning and Inference. 99, 2, p. 129-150

    Research output: Contribution to journal › Journal article › Research › peer-review

  18. Published

    On Asymptotically Optimal Methods of Predictionj and Adaptive Coding for Markov Sources

    Ryabko, B. & Topsøe, Flemming, 2001, In: Journal of Complexity. 17, p. 1-18

    Research output: Contribution to journal › Journal article › Research › peer-review

  19. Published

    On bonus and bonus prognoses in life insurance

    Norberg, R., 2001, In: Scandinavian Actuarial Journal. 2, p. 126-147

    Research output: Contribution to journal › Journal article › Research › peer-review

  20. Published

    On the History of the Correction for Grouping, 1873-1922

    Hald, A., 2001, In: Scandinavian Journal of Statistics. 28, p. 417-428

    Research output: Contribution to journal › Journal article › Research › peer-review

  21. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  22. Published

    On transformations of actuarial valuation principles

    Møller, T., 2001, In: Insurance: Mathematics and Economics. 28, p. 281-303

    Research output: Contribution to journal › Journal article › Research › peer-review

  23. Published

    Optimal proportional reinsurance policies in a dynamic setting

    Schmidli, H., 2001, In: Scandinavian Actuarial Journal. 1, p. 55-68

    Research output: Contribution to journal › Journal article › Research › peer-review

  24. Published

    Orthogonal exponentials on the ball

    Fuglede, Bent, 2001, In: Expositiones Mathematicae. 19, 3, p. 267-272

    Research output: Contribution to journal › Journal article › Research › peer-review

  25. Published

    Point process convergence of stochastic volatility processeswith application to sample autocorrelations

    Mikosch, Thomas Valentin & Davis, R. A., 2001, In: Journal of Applied Probability. 38A, p. 93--104

    Research output: Contribution to journal › Journal article › Research › peer-review

  26. Published

    Poisson's law and Information Theory

    Harremöes, P., 2001, 2001 IEEE International Symposium on Information Theory. Lane: IEEE Signal Processing Society, p. 46

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  27. Published

    Poles of zeta and eta functions for perturbations of the Atiyah-Patodi-Singer problem

    Grubb, Gerd, 2001, In: Communications in Mathematical Physics. 215, p. 583-589

    Research output: Contribution to journal › Journal article › Research › peer-review

  28. Published

    Prime power degree representations of the symmetric and alternating groups

    Balog, A., Bessenrodt, C., Olsson, Jørn Børling & Ono, K., 2001, In: Journal of the London Mathematical Society. 64, 2, p. 344-356

    Research output: Contribution to journal › Journal article › Research › peer-review

  29. Published

    Quantized Rank R Matrices

    Jakobsen, Hans Plesner & Jøndrup, Søren, 2001, In: Journal of Algebra. 246, p. 70-96

    Research output: Contribution to journal › Journal article › Research › peer-review

  30. Published

    Random Paths and Surfaces with Rigidity

    Durhuus, Bergfinnur, 2001, Fluctuating Paths and Fields. Singapore: World Scientific, p. 663-673

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  31. Published

    Rates in approximations to ruin probabilities for heavy-tailed distributions

    Mikosch, Thomas Valentin & Nagaev, A. V., 2001, In: Extremes. 4, p. 67-78

    Research output: Contribution to journal › Journal article › Research › peer-review

  32. Published

    Risk-minimizing hedging strategies for insurance payment processes

    Møller, T., 2001, In: Finance and Stochastics. 5, 4, p. 419-446

    Research output: Contribution to journal › Journal article › Research › peer-review

  33. Published

    Saddle point theory and optimality conditions

    Tind, J., 2001, Encyclopedia of Optimization V. Kluwer Law International, p. 67-69

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  34. Published

    Simplified estimating functions for diffusion models with a high-dimensional parameter

    Bibby, B. M. & Sørensen, Michael, 2001, In: Scandinavian Journal of Statistics. 28, 1, p. 99-112 14 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  35. Published

    Spectra of modules

    Jørgensen, N. P., 2001, In: Journal of Algebra. 244, p. 744-784

    Research output: Contribution to journal › Journal article › Research › peer-review

  36. Published

    Term Structures of Credit Spreads with Incomplete Accounting Information

    Duffie, D. & Lando, D., 2001, In: Econometrica. 3, p. 633-664

    Research output: Contribution to journal › Journal article › Research › peer-review

  37. Published

    The Code Length Game and Empirical Distributions

    Topsøe, Flemming, 2001, Proceedings of Computer Science and Information Technologies, Yerevan, 2001. Yerevan: National Academy of Sciences of Armenia, p. 88-91

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  38. Published

    The association between preoperative concentration of soluble vascular endothelial growth factor, perioperative blood transfusion, and survival in patients with primary colorectal cancer

    Werther, K., Christensen, I. J., Nielsen, H. J., Schulze, S., Thorup, J., Wille-Jørgensen, P., Bentzen, E., Christoffersen, I., Møller, P., Banke, L., Froberg, D., Henriksen, F. W., Crone, P., Hesselfeldt, P., Hempel Sparsø, B., Lindorff Larsen, K., Asmussen, T., Heiner, J., Hart Hansen, O., Flyger, H. & 25 others, Jess, P., Iversen, J., La Cour-Andersen, J., Vennits, B., Moesgaard, F., Hammer, J., Fischer, A., Galatius, H., Naver, L., Teilum, D., Holbraad, L., Iversen, O., Nymark, J., Roikjær, Ole, Svendsen, Lars Bo, Vedel, L., Palm, L., Rasmussen, K. C., Friis, J., Lanng, C., Wiboltt, K., Jensen, N. C., Hoffman, N., Larsen, T. & Packler, J., 2001, In: European Journal of Surgery.

    Research output: Contribution to journal › Journal article › Research › peer-review

  39. Published

    The kernel of Dirac operators on S3 and R3

    Erdös, L. & Solovej, Jan Philip, 2001, In: Reviews in Mathematical Physics. 13, p. 1247-1280

    Research output: Contribution to journal › Journal article › Research › peer-review

  40. Published

    The sample autocorrelations of financial time series models

    Mikosch, Thomas Valentin & Davis, R. A., 2001, Nonlinear and Nonstationary Signal Processing. Cambridge University Press, p. 247-274

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  41. Published

    The spectral mapping theorem, norms on rings, and resultants

    Thorup, Anders, Laksov, D. & Svensson, L., 2001, In: Enseignement Mathematique. 46, p. 349-358

    Research output: Contribution to journal › Journal article › Research › peer-review

  42. Published

    Thorvald Nicolai Thiele

    Norberg, R. (ed.), Heyde, C. C. (ed.) & Seneta, E. (ed.), 2001, Springer.

    Research output: Book/Report › Book › Research › peer-review

  43. Published

    Toric morphisms

    Møller, Jesper Michael, 2001, Cohomological methods in homotopy theory (Bellaterra 1998): Progress in Mathematics. Bael: Birkhäuser Verlag, Vol. 196. p. 271-306 26 p.

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  44. Published

    Trace expansions and the noncommutative residue for manifolds with boundary

    Grubb, Gerd & Schrohe, E., 2001, In: Journal fur die Reine und Angewandte Mathematik. 536, p. 167-207

    Research output: Contribution to journal › Journal article › Research › peer-review

  45. Published

    Unitary Irreducible Representations of a Lie Algebra for Matrix Chain Models

    Jakobsen, Hans Plesner & Lee, H. C. W., 2001, In: Journal of Mathematical Physics. 42, p. 3817 - 3838

    Research output: Contribution to journal › Journal article › Research › peer-review

  46. Published

    Universal Coding for Sources with Partially Ordered Probabilities

    Ryabko, B. & Topsøe, Flemming, 2001, Proceedings, 2001 IEEE International Symposium on Information Theory. Piscataway, USA: IEEE Signal Processing Society, p. 337

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  47. Published

    Vajda's tight lower bound and refinements of Pinsker's inequality

    Fedotov, A., Harremöes, P. & Topsøe, Flemming, 2001, Proceedings of 2001 IEEE International Symposium on Information Theory. IEEE Operations Center: IEEE Signal Processing Society, p. 20

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  48. Published

    Voksnes læsning

    Henningsen, Inge Biehl, 2001, In: Dansk pædagogisk tidsskrift. 4, p. 82-87

    Research output: Contribution to journal › Journal article › Research › peer-review

  49. 2002
  50. Published

    A Local limit theorem for random walk maxima with heavy tails

    Asmussen, S., Kalashnikov, V., Konstantinides, D., Klüppelberg, C. & Tsitsiashvili, G., 2002, In: Statistics & Probability Letters. 56, 4, p. 399-404

    Research output: Contribution to journal › Journal article › Research › peer-review

  51. Published

    A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

    Johansen, Søren, 2002, In: Journal of Econometrics. 111, 2, p. 195-221

    Research output: Contribution to journal › Journal article › Research › peer-review

  52. Published

    A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model

    Johansen, Søren, 2002, In: Econometrica. 70, p. 1929-1961 33 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  53. Published

    A String Bit Hamiltonian Approach to Two-Dimensional Quantum Gravity

    Durhuus, Bergfinnur & Lee, H. C. W., 2002, In: Nuclear Physics B. 623, p. 201-219

    Research output: Contribution to journal › Journal article › Research › peer-review

  54. Published

    A characterization of multivariate regular variation

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Annals of Applied Probability. 12, 3, p. 908-920

    Research output: Contribution to journal › Journal article › Research › peer-review

  55. Published

    A note on noncommutative scalar multisolitons

    Durhuus, Bergfinnur & Jonsson, T., 2002, In: Physics Letters B. 539, p. 277-280

    Research output: Contribution to journal › Journal article › Research › peer-review

  56. Published

    A simulation study of some functionals of random walk

    Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.

    Research output: Working paper › Research

  57. Published

    Analyzing Rating Transitions and Rating Drift with Continuous Observations

    Lando, D. & Skødeberg, T., 2002, In: Journal of Banking & Finance. 26, p. 423-444

    Research output: Contribution to journal › Journal article › Research › peer-review

  58. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  59. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-12.

    Research output: Working paper › Research

  60. Published

    Asymptotics of the QMLE for a class of ARCH(q) models

    Kristensen, D. & Rahbek, Anders, 2002, København, p. 1-30.

    Research output: Working paper › Research

  61. Published

    Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

    Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.

    Research output: Working paper › Research

  62. Published

    Block Symmetry in Discrete Memoryless Channels

    Pedersen, J. B. & Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 131-134

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Research

  63. Published

    Called Too Soon by Flames Afar: Niels Henrik Abel and his Times

    Lützen, Jesper, 2002, In: Abstracts of Papers Presented to the American Mathematical Society. 49, p. 795-799

    Research output: Contribution to journal › Review › Research

  64. Published

    Cohabitation and marital status as predictors of mortality--an eight year follow-up study.

    Lund, Rikke, Due, P., Modvig, J., Holstein, B. E., Damsgaard, M. T. & Andersen, Per Kragh, 2002, In: Social Science & Medicine. 55, 4, p. 673-9 6 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  65. Published

    Complex powers of resolvents of pseudodifferential operators

    Grubb, Gerd & Hansen, L., 2002, In: Communications in Partial Differential Equations. 27, p. 2333-2361

    Research output: Contribution to journal › Journal article › Research › peer-review

  66. Published

    Conditions au bord spectrales et formules de trace

    Grubb, Gerd, 2002, Séminaire Équations aux Dérivées Partielles 2001-2002. Palaiseau, France: Centre des Mathématiques, École Polytechnique, p. Exposé no. 14

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Research

  67. Published

    Convex multivariable trace functions

    Lieb, E. H. & Pedersen, G. K., 2002, In: Review in Mathematical Physics. 14, p. 1-18

    Research output: Contribution to journal › Journal article › Research › peer-review

  68. Published

    Discussion of Peter McCullagh: What is a Statistical Model

    Brøns, H., 2002, In: Annals of Statistics. 30, 5, p. 1279-1283

    Research output: Contribution to journal › Journal article › Research › peer-review

  69. Published

    Discussion of: Jansen, E.S., Statistical issues in macroeconomic modelling

    Johansen, Søren, 2002, In: Scandinavian Journal of Statistics. 29, p. 213-216

    Research output: Contribution to journal › Journal article › Research › peer-review

  70. Published

    Dynamical determinants via dynamical conjugacies for postcritically finite polynomials

    Baladi, V., Jiang, Y. & Rugh, H. H., 2002, In: Journal of Statistical Physics. 108, p. 973-993

    Research output: Contribution to journal › Journal article › Research › peer-review

  71. Published

    Empirical Process Techniques for Dependent Data

    Dehling, H. G. (ed.), Mikosch, Thomas Valentin (ed.) & Sørensen, Michael (ed.), 2002, Boston: Birkhäuser Verlag. 545 p.

    Research output: Book/Report › Anthology › Research › peer-review

  72. Published

    Entropy, some new lower bounds

    Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 196

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Research

  73. Published

    Equivariant evaluation on free loop spaces

    Ottosen, I. M., 2002, In: Mathematische Zeitschrift. 239, 3, p. 611-643

    Research output: Contribution to journal › Journal article › Research › peer-review

  74. Published

    Establishing Geometric Drift via the Laplace Transform of Symmetric Measures

    Hansen, Niels Richard & Hansen, Ernst, 2002, In: Statistics & Probability Letters. 60, 3, p. 289-295

    Research output: Contribution to journal › Journal article › Research › peer-review

  75. Published

    Estimation for dynamical systems with small noise from discrete observations

    Uchida, M., 2002, København, p. 1-26.

    Research output: Working paper › Research

  76. Published

    Formal deformations of symplectic Lile ALgbroids, deformations of holomorphic structures and index theorems

    Nest, Ryszard & Tsygan, B., 2002, In: Asian Journal of Mathematics. 6, 5, p. 599-633

    Research output: Contribution to journal › Journal article › Research › peer-review

  77. Published

    Generic polynomials: Constructive Aspects of the Inverse Galois Problem

    Jensen, Chr Ulrik, Ledet, A. & Yui, N., 2002, Cambridge: Cambridge University Press. (MSRI Publications, Vol. 45).

    Research output: Book/Report › Book › Research › peer-review

  78. Published

    Incentive plans for productive efficiency, innovation and learning

    Agrell, P. J., Bogetoft, P. & Tind, J., 2002, In: International Journal of Production Economics. 78, 1, p. 1-11

    Research output: Contribution to journal › Journal article › Research › peer-review

  79. Published

    Inference for Stochastic Partial Differential Equations and Chaos Decompostition of the negative binomial Process

    Markussen, Bo, 2002, H.C.Ø.-Tryk: Museum Tusculanum.

    Research output: Book/Report › Ph.D. thesis › Research

  80. Published

    International Participation in Liouville's Journal de mathématiques puret et appliquées

    Lützen, Jesper, 2002, Mathemaics Unbound: The Evolution of an International Mathematical Research Community, 1800-1945.. Providence, R.I.: American Mathematical Society, p. 89-104

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  81. Published

    Intervention Options in Life Insurance

    Steffensen, Mogens, 2002, In: Insurance: Mathematics and Economics. 31, 1, p. 71-85

    Research output: Contribution to journal › Journal article › Research › peer-review

  82. Published

    Introduktion til Matematisk Statistik

    Hansen, Ernst, 2002, København: Afdeling for Teoretisk Statistik, K.U.,. 495 p.

    Research output: Book/Report › Book › Education

  83. Published

    Is network traffic approximated by stable Lévy motion or fractional Brownian Motion?

    Mikosch, Thomas Valentin, Resnick, S., Rootzén, H. & Stegeman, A., 2002, In: Annals of Applied Probability. 12, 1, p. 23-68

    Research output: Contribution to journal › Journal article › Research › peer-review

  84. Published

    Kompleks Funktionsteori

    Berg, Christian, 2002, Kompleks Funktionsteori. København: Universitetsbogladen, p. 156

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Education

  85. Published

    Køn og Magt i Akademia

    Hasse, C., Henningsen, Inge Biehl & Søndergaard, D. M., 2002, Kønsmagt under forandring. København: Hans Reitzels Forlag, p. 110-129

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  86. Published

    Lecture notes on Banach spaces and their operators

    Laustsen, N. J., 2002, Lecutre notes on Banach spaces and their operators. Copenhagen, p. 59

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Research

  87. Published

    Local formula for the index of a Fourier Integral Operator

    Nest, Ryszard, Leichtman, E. & Tsygan, B., 2002, In: Journal of Differential Geometry. 59, p. 269-300

    Research output: Contribution to journal › Journal article › Research › peer-review

  88. Published

    Local linear estimate equations: Uniform consistency and rate convergence

    Nielsen, S. F., 2002, Københavns Universitet, p. 1-20.

    Research output: Working paper › Research

  89. Published

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, p. 1-24.

    Research output: Working paper › Research

  90. Published

    Massemord eller moderne plejehjemsdrift

    Hansen, Ernst, 2002, Matematik i Perspektiv. p. 8

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  91. Published

    Maximal ideals in the algebra of operators on certain Banach spaces

    Laustsen, N. J., 2002, In: Proceedings of the Edinburgh Mathematical Society. 45, p. 523-546

    Research output: Contribution to journal › Journal article › Research › peer-review

  92. Published

    Maximum Entropy Versus Minimum Risk and Applications to Some Classical Discrete Distributions

    Topsøe, Flemming, 2002, In: IEEE Transactions on Information Theory. 48, p. 2368-2376

    Research output: Contribution to journal › Journal article › Research › peer-review

  93. Published

    Maximum Entropy and Applications to some classical Discrete Distributions

    Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 104-107

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Research

  94. Published

    Modeling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-75.

    Research output: Working paper › Research

  95. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.

    Research output: Working paper › Research

  96. Published

    Non-stationary and no moments asymptotics for the ARCH model

    Jensen, S. T. & Rahbek, Anders, 2002, København, p. 1-6.

    Research output: Working paper › Research

  97. Published

    Numerical Solution of Boundary Value Problems in Computational Finance

    Hugger, J., 2002, Programming Languages and Systems in Computational Economics. Kluwer Law International, p. 403-409

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  98. Published

    Om kongruenstal

    Kiming, Ian, 2002

    Research output: Book/Report › Report › Communication

  99. Published

    On Merton's problem for life insurers

    Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.

    Research output: Working paper › Research

  100. Published

    On minimizing the ruin probability by investment and reinsurance

    Schmidli, H., 2002, In: Annals of Applied Probability. 12, 3, p. 890-907

    Research output: Contribution to journal › Journal article › Research › peer-review

  101. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  102. Published

    On the classification of nuclear C*-algebras

    Eilers, Søren & Dadarlat, M., 2002, In: Proceedings of the London Mathematical Society. 85, p. 168-210

    Research output: Contribution to journal › Journal article › Research › peer-review

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